0.21Open0.14Pre Close113 Volume672 Open Interest12.50Strike Price3.45KTurnover40.28%IV0.70%PremiumSep 20, 2024Expiry Date0.30Intrinsic Value100Multiplier6DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6882Delta0.5228Gamma28.44Leverage Ratio-0.0208Theta0.0014Rho19.58Eff Leverage0.0059Vega